﻿// * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * *
// Copyright (c) 2011, Dr. Masroor Ehsan
// All rights reserved.
// 
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// modification, are permitted provided that the following conditions are met:
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using System.Collections.Generic;
using MaxTrader.IntradayQuotes.Core;

namespace MaxTrader.IntradayQuotes.MapReduce
{
    public sealed class IntradayQuotesProcessorMapReduce : IIntradayQuotesProcessor
    {
        private readonly List<MappedQuote> _mappedQuotes;

        public IntradayQuotesProcessorMapReduce()
        {
            Output = new AggregateStockSnapshot();
            _mappedQuotes = new List<MappedQuote>();
        }

        #region IIntradayQuotesProcessor Members

        public AggregateStockSnapshot Left { get; set; }
        public AggregateStockSnapshot Right { get; set; }
        public AggregateStockSnapshot Output { get; private set; }

        public void Initialize()
        {
            // nothing to do
        }

        public void Execute()
        {
            _mappedQuotes.Clear();
            Map();
            Reduce();
        }

        #endregion

        private void Map()
        {
            var listSymbols = Right.ListStockSymbols();
            foreach (var symbol in listSymbols)
            {
                var rightQuote = Right.GetDetailedQuote(symbol);
                var leftQuote = Left.GetDetailedQuote(symbol);
                _mappedQuotes.Add(new MappedQuote(leftQuote, rightQuote));
            }
        }

        private void Reduce()
        {
            foreach (var mappedQuote in _mappedQuotes)
            {
                ReduceQuote(mappedQuote.Left, mappedQuote.Right);
            }
        }

        private void ReduceQuote(IntradayQuoteDetailed leftQuote, IntradayQuoteDetailed rightQuote)
        {
            if (leftQuote == null)
            {
                // The first quote of the session
                Output.Add(rightQuote.Symbol, rightQuote);
            }
            else
            {
                var volDiff = rightQuote.CumulativeVolume - leftQuote.CumulativeVolume;
                if (volDiff > 0)
                {
                    var qtfinal = new IntradayQuoteDetailed(null,
                                                            rightQuote.Symbol,
                                                            rightQuote.UtcTimeStamp,
                                                            rightQuote.Price,
                                                            rightQuote.CumulativeVolume,
                                                            volDiff,
                                                            rightQuote.High,
                                                            rightQuote.Low);
                    Output.Add(qtfinal.Symbol, qtfinal);
                }
            }
        }

        #region Nested type: MappedQuote

        private struct MappedQuote
        {
            public MappedQuote(IntradayQuoteDetailed left, IntradayQuoteDetailed right) : this()
            {
                Left = left;
                Right = right;
            }

            public IntradayQuoteDetailed Left { get; private set; }
            public IntradayQuoteDetailed Right { get; private set; }
        }

        #endregion
    }
}